+1,660.2%
NDAQ vs BUD
+201.1%
+1,459.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | +2.5% | -5.7% | +8.1% | +4.3% |
| 3M | +9.9% | +3.1% | +6.8% | +8.7% |
| 6M | +9.4% | +7.9% | +1.6% | +6.2% |
| YTD | +0.4% | +27.3% | -26.9% | -7.8% |
| 1Y | +4.0% | +37.8% | -33.8% | -7.1% |
| 3Y | +94.4% | +49.8% | +44.5% | +66.0% |
| 5Y | +56.7% | +43.8% | +12.9% | +33.0% |
| 10Y | +375.3% | -22.6% | +397.9% | +382.4% |
| All | +1,660.2% | +201.1% | +1,459.1% | +709.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling